Anic Equity¶

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Total return since start: 0.628 %¶

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Equity now: -----------------------------> 49721.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43672.06 Kr¶

PnL: ---------------------------------------> -1203.52 Kr¶

DD now: ---------------------------------> -6.398 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-21 10:26:02.598169'

Anic Portfolio¶

Today¶

Return: 0.292 %¶

This Week¶

Return: -2.029 %¶

Total portfolio value¶

Return including deposits: 62.776 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 6.410000 1520.550000 97.550000 6.860000 1423.000014
Hennes & Mauritz B 6 -0.690000 918.720000 6.720000 0.740000 912.000000
Nederman Holding 1 -2.840000 205.000000 6.000000 3.020000 199.000000
INVISIO 15 0.630000 3577.500000 5.500000 0.150000 3571.999995
Profoto Holding 7 0.000000 585.200000 3.200000 0.550000 581.999999
Eastnine 6 0.370000 658.800000 1.800000 0.270000 657.000000
ASSA ABLOY B 4 -0.120000 987.600000 -5.400000 -0.540000 993.000000
OX2 12 -0.460000 902.400000 -6.600000 -0.730000 909.000000
JM 7 -0.150000 938.700000 -11.300000 -1.190000 950.000002
Biotage 1 -3.520000 137.000000 -12.000000 -8.050000 149.000000
Atrium Ljungberg B 5 -0.450000 890.000000 -14.000000 -1.550000 904.000000
Gränges 10 0.490000 1023.000000 -16.000000 -1.540000 1039.000000
Vitrolife 3 0.550000 660.600000 -16.400000 -2.420000 677.000001
Bufab 3 -0.060000 1059.000000 -17.000000 -1.580000 1076.000001
AcadeMedia 20 -0.990000 960.400000 -17.600000 -1.800000 978.000000
BioGaia B 8 0.640000 885.600000 -18.400000 -2.040000 904.000000
Latour B 4 -1.370000 836.400000 -19.600000 -2.290000 856.000000
Vitec Software Group B 2 -1.900000 1084.000000 -20.000000 -1.810000 1104.000000
SKF B 5 1.130000 959.250000 -20.750000 -2.120000 980.000000
Investor B 3 -0.120000 636.900000 -21.100000 -3.210000 657.999999
Sandvik 4 0.730000 824.400000 -23.600000 -2.780000 848.000000
Creaspac SPAC 40 -0.210000 3804.000000 -30.000000 -0.780000 3834.000000
Byggmax Group 33 0.000000 935.880000 -31.120000 -3.220000 966.999990
Hoist Finance 36 0.740000 979.200000 -31.800000 -3.150000 1010.999988
Addnode Group B 7 -1.660000 872.900000 -32.100000 -3.550000 904.999998
Sagax B 4 -1.940000 851.200000 -33.800000 -3.820000 885.000000
Hexatronic Group 15 -1.010000 1034.100000 -36.900000 -3.450000 1071.000000
Alimak Group 12 -0.860000 963.600000 -43.400000 -4.310000 1007.000004
EQT 4 -2.590000 827.200000 -45.800000 -5.250000 873.000000
Sagax A 4 -3.670000 840.000000 -46.000000 -5.190000 886.000000
HEXPOL B 8 -3.480000 908.800000 -48.200000 -5.040000 957.000000
Orrön Energy 170 -2.810000 1996.650000 -49.350000 -2.410000 2045.999980
Platzer Fastigheter Holding B 12 -1.450000 895.200000 -55.800000 -5.870000 951.000000
Catena 2 -1.220000 747.200000 -58.800000 -7.300000 806.000000
Hexagon B 26 -0.850000 3355.300000 -64.700000 -1.890000 3420.000012
VEF 788 -0.260000 1807.670000 -95.330000 -5.010000 1903.000300
Sedana Medical 93 1.450000 2602.140000 -381.440000 -12.780000 2983.577733
TOTAL 43672.060000 -1203.520000 -6.39777% 44875.578016

Updated:¶

'2023-06-21 10:26:19.210422'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶